A simple method for finite range decomposition of quadratic forms and Gaussian fields

Roland Bauerschmidt

Research output: Contribution to journalArticlepeer-review

Abstract

We present a simple method to decompose the Green forms corresponding to a large class of interesting symmetric Dirichlet forms into integrals over symmetric positive semi-definite and finite range (properly supported) forms that are smoother than the original Green form. This result gives rise to multiscale decompositions of the associated Gaussian free fields into sums of independent smoother Gaussian fields with spatially localized correlations. Our method makes use of the finite propagation speed of the wave equation and Chebyshev polynomials. It improves several existing results and also gives simpler proofs.

Original languageEnglish (US)
Pages (from-to)817-845
Number of pages29
JournalProbability Theory and Related Fields
Volume157
Issue number3-4
DOIs
StatePublished - Dec 2013

Keywords

  • Dirichlet form
  • Elliptic operator
  • Gaussian free field
  • Green's function
  • Positive definite
  • Renormalization group

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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